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Tu as dit à Paul de venir? --> Oui, je le lui ai dit.
Did you tell Paul to come? --> Yes, I told him to. or Yes, I told it to him?
So the direct object pronoun stands in for "de venir," but that's an infinitive w/ "de." So why isn't it "en" or just nothing?
Le is used here because the antecedent is a verb. Not using it is possible and likely the most frequent usage:
— Tu as dit à Paul de venir ?
— Oui, je le lui ai dit.
— Oui, je lui ai dit.
En would have been used in reply to that question where the antecedent is a noun:
— Tu as parlé à Paul de sa venue ?
— Oui, je lui en ai parlé.
